AQR Small Cap Momentum Style I (ASMOX)
Nasdaq - Nasdaq Delayed Price. Currency in USD
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Risk Overview
Morningstar Risk Rating★★★
Number of Years Up10
Number of Years Down4
Best 1 Yr Total Return (May 1, 2024)44.67%
Worst 1 Yr Total Return (May 1, 2024)N/A
Risk Statistics
3 Years
ASMOXCategory Average5 Years
ASMOXCategory Average10 Years
ASMOXCategory AverageAlpha
-7.83-0.02
-3.80.01
-4.77-0.02
BETA
1.070.01
1.090.01
1.120.01
Mean Annual Return
0.440.02
1.10.02
0.840.01
R-squared
71.590.78
72.450.73
69.910.73
Standard Deviation
22.190.26
23.550.21
20.380.19
Sharpe Ratio
0.10.01
0.470.01
0.420.01
Treynor Ratio
-0.070.15
8.080.17
6.090.11
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